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BI has established several research centres. Some of them publish their reports/working papers (pdf) in publication series.

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  • Markov Switching Panel with Network Interaction Effects 

    Agudze, Komla Mawulom; Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco (CAMP Working Paper Series;1, Working paper, 2018-01)
    The paper introduces a new dynamic panel model for large data sets of time series, each of them characterized by a series-specific Markov switching process. By introducing a neighbourhood system based on a network ...
  • Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 

    Gianfreda, Angelica; Ravazzolo, Francesco; Rossini, Luca (CAMP Working Paper Series;2, Working paper, 2018-01)
    This paper compares alternative univariate versus multivariate models, probabilistic versus Bayesian autoregressive and vector autoregressive specifications for hourly day-ahead electricity prices, with and without ...
  • Modelling Occasionally Binding Constraints Using Regime-Switching 

    Binning, Andrew; Maih, Junior (CAMP Working Paper Series;9, Working paper, 2017-12)
    Occasionally binding constraints are part of the economic landscape: for instance recent experience with the global financial crisis has highlighted the gravity of the lower bound constraint on interest rates; mortgagors ...
  • Residential investment and recession predictability 

    Aastveit, Knut Are; Anundsen, Andr K.; Herstad, Eyo I. (CAMP Working Paper Series;8, Working paper, 2017-12)
    We assess the importance of residential investment in predicting economic recessions for an unbalanced panel of 12 OECD countries over the period 1960Q1–2014Q4. Our approach is to estimate various probit models with di↵erent ...
  • Residential investment and recession predictability 

    Aastveit, Knut Are; Anundsen, Andre K.; Herstad, Eyo I. (CAMP Working Paper Series;8, Working paper, 2017-12)
    We assess the importance of residential investment in predicting economic recessions for an unbalanced panel of 12 OECD countries over the period 1960Q1–2014Q4. Our approach is to estimate various probit models with di↵erent ...
  • Asymmetric effects of monetary policy in regional housing markets 

    Aastveit, Knut Are; Anundsen, André K. (CAMP Working Paper Series;7, Working paper, 2017-12)
    The responsiveness of house prices to monetary policy shocks depends both on the nature of the shock – expansionary versus contractionary – and on city-specific housing supply elasticities. We test and find supporting ...
  • Bayes-Nash Equilibria in Generalized Second Price Auctions with Allocative Externalities 

    Lu, Zongwei; Riis, Christian (CREAM Publications;1/2016, Working paper, 2016)
    In this paper, we investigate an incomplete information model of generalized second price auctions with allocative externalities originating from the heterogeneous match rates of bidders. A novel feature of our model is ...
  • Oil and macroeconomic (in)stability 

    Bjørnland, Hilde C.; Larsen, Vegard H.; Maih, Junior (CAMP Working Paper Series;No. 6/2017, Working paper, 2017-11)
    We analyze the role of oil price volatility in reducing U.S. macroeconomic insta- bility. Using a Markov Switching Rational Expectation New-Keynesian model we revisit the timing of the Great Moderation and the sources of ...
  • Participation in the Sharing Economy 

    Andreotti, Alberta; Anselmi, Guido; Eichhorn, Thomas; Hoffmann, Christian Pieter; Micheli, Marina (Research report, 2017)
    Literature review
  • Privacy in the Sharing Economy 

    Ranzini, Giulia; Etter, Michael; Lutz, Christoph; Vermeulen, Ivar (Research report, 2017)
    Literature review
  • Power in the Sharing Economy 

    Newlands, Gemma; Lutz, Christoph; Fieseler, Christian (Research report, 2017)
    Literature review
  • European Perspectives on Power in the Sharing Economy 

    Newlands, Gemma; Lutz, Christoph; Fieseler, Christian (Research report, 2017)
    This report, ‘European Perspectives on Power in the Sharing Economy’, forms one element of a European Union Horizon 2020 Research Project on the sharing economy: Ps2Share ‘Participation, Privacy, and Power in the Sharing ...
  • European Perspectives on Participation in the Sharing Economy 

    Andreotti, Alberta; Anselmi, Guido; Eichhorn, Thomas; Hoffmann, Christian Pieter; Jürss, Sebastian; Micheli, Marina (Research report, 2017)
    Recent analyses have indicated a rising share of Europeans participating in the sharing economy (Eurobarometer, 2016). However, few studies have delved deeply into the distinctions between those participating in the sharing ...
  • European Perspectives on Privacy in the Sharing Economy 

    Ranzini, Giulia; Etter, Michael; Vermeulen, Ivar (Research report, 2017)
    This report ‘European Perspectives on Privacy in the Sharing Economy’ forms one element of a European Union Horizon 2020 Research Project on the sharing economy: Ps2Share ‘Participation, Privacy, and Power in the Sharing ...
  • Asset returns, news topics and media effects 

    Høghaug Larsen, Vegard; Thorsrud, Leif Anders (CAMP;5, Working paper, 2017-09-19)
    We decompose the textual data in a daily Norwegian business newspaper into news topics and investigate their predictive and causal role for asset prices. Our three main findings are: (1) a one unit innovation in the news ...
  • Norges Bank Watch 2017: An independent Evaluation of Monetary Policy in Norway 

    Bruce, Erik; Sveen, Tommy (Norges Bank Watch;2017, Research report, 2017-02)
  • Norges Bank Watch 2016: An Independent Evaluation of Monetary Policy in Norway 

    Bruce, Erik; Gottfries, Nils; Lommerud, Kjell Erik (Norges Bank Watch;2016, Research report, 2016-03)
  • Components of Uncertainty 

    Larsen, Vegard Høghaug (CAMP Working Paper Series;4/2017, Working paper, 2017)
    Uncertainty is acknowledged to be a source of economic fluctuations. But, does the type of uncertainty matter for the economy's response to an uncertainty shock? This paper offers a novel identfication strategy to ...
  • Should Developing Countries Establish Petroleum Funds? 

    Torvik, Ragnar (CAMP Working Paper Series;3/2017, Working paper, 2017)
    Many natural-resource-abundant countries have established petroleum funds as part of their strategy to manage their resource wealth. This paper examines reasons that such funds may be established, discusses how these funds ...
  • Supply Flexibility in the Shale Patch: Evidence from North Dakota 

    Bjørnland, Hilde C.; Nordvik, Frode Martin; Rohrer, Maximilian (CAMP Working Paper Series;2/2017, Working paper, 2017)
    We analyse if output exibility in oil production depends on the extraction technology. In particular, we ask to what extent shale oil producers respond to price incentives by changing completion of new wells as well as oil ...

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